| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (12) | (4.9) | 33 | (5) | 11 | (13) | (40) | (1) | 90 |
| 60 | (4) | (2.3) | 36 | (1) | 11 | (9) | (40) | (1) | 83 |
| 120 | (3) | (1.7) | 43 | (1) | 11 | (11) | (54) | (2) | 79 |
| 250 | 1 | 0.4 | 44 | 0 | 17 | (12) | (76) | (3) | 80 |
| 500 | 23 | 4 | 55 | 11 | 33 | (16) | (116) | (3) | 83 |
| 760 | 31 | 5.1 | 56 | 15 | 38 | (15) | (116) | (3) | 82 |
| 1260 | 27 | 5 | 56 | 12 | 34 | (14) | (116) | (3) | 82 |
| 2520 | 18 | 5 | 57 | 11 | 31 | (14) | (116) | (3) | 59 |
| All | 23 | 5 | 57 | 11 | 31 | (14) | (116) | (3) | 78 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 4.5 | 2.3 | 2.3 | 1.4 | 2.4 | 1.9 | 1.9 | 3 | 2.4 | 1.2 | 0.9 | 4.1 | 28.3 | 5.2 | 57.8 | 211.6 | (1) | (1.8) | 2.4 | 0.9 |
| 2017 | (1.2) | (0.1) | 0 | (0.3) | (0.6) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (2.2) | (3.2) | 37 | 71 | (0.5) | (2.2) | 2 | 0.9 |
| 2016 | 7.7 | 4.7 | 0.8 | 1.2 | 1.2 | 2 | (0.9) | (0.5) | 0.9 | 0 | (1.3) | 1.1 | 16.9 | 3.5 | 54.7 | 221 | (1.1) | (2) | 2.4 | 0.9 |
| 2015 | 11.2 | 2 | 5.2 | 2.3 | 4 | 6 | 6.6 | 9.2 | 4.8 | 2.1 | 2.1 | 3.4 | 58.9 | 7 | 63.3 | 223 | (1.2) | (2.3) | 2.4 | 0.9 |
| 2014 | 2.3 | 1.2 | 1.9 | 2.3 | (0.4) | 1.3 | 1.3 | 3.6 | 2.5 | 1 | (0.1) | 11.3 | 28.2 | 5.6 | 56.2 | 212 | (0.8) | (1.2) | 2.4 | 1 |
| 2013 | 1.1 | 2.4 | 1.3 | 1.7 | 3.4 | 1.2 | 0.1 | 0.6 | 2.1 | 2.8 | 1.6 | 2.9 | 21.2 | 4.8 | 57.7 | 202 | (1) | (1.5) | 2.4 | 0.9 |
| 2012 | 0.3 | 1.3 | 2.3 | (0.4) | 3.8 | (1) | 2.2 | 2.2 | 1.8 | (0.1) | 2.3 | 1.6 | 16.3 | 5 | 57 | 200 | (0.9) | (1.9) | 2.4 | 0.9 |
| 2011 | 3 | 2.3 | 0.7 | 0.3 | 1.1 | 0.5 | 2.3 | 7.4 | 4.4 | 2.5 | 2.6 | 0.9 | 28 | 6.7 | 57.9 | 198 | (0.8) | (1) | 2.4 | 0.9 |
| 2010 | 1.5 | 0.5 | 0 | 0.4 | 2.1 | 1.5 | 0.2 | 0.6 | (0.3) | (0.2) | 1.9 | 0.4 | 8.6 | 4.3 | 55.3 | 144 | (0.7) | (0.8) | 0.8 | 0.5 |